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Then if you fast forward to 2005 and look at the average return that was posted for 2000,it was +1.2%.
如果把时间快进至2005,5年后公报的2000年平均收益,变成了1.2%
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If you looked at the domestic equity return -the average return that was posted in 2000--it was -3.1%.
看看国内证券的收益,2000年公报的平均收益率是负3.1%
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The difference between the average return for colleges and universities and Yale's returns has added $14.4 billion dollars to the University's coffers.
其他高校的平均收益率,与耶鲁的收益率的差距,为耶鲁财政增加了144亿美元
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I computed the average return on stocks over that time period and I computed the average return on bonds over that time period.
我计算了那个时间段的股票平均收益率,和债券平均收益率。
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You look at the returns that are reported for hedge funds in aggregate--they're generally 12%,13%,14% per year for the last five or ten years.
看一下过去5到10年间,公报中的对冲基金年平均收益率,普遍来说是12%,13%,14%
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What he says you should do instead is to take the geometric average of gross returns.
他认为应该,对每年的收益求几何平均
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There's something else going on besides diversification; diversification means you get the average return.
除了投资多样化外,肯定还有别的因素,投资多样化代表着市场平均收益
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The natural thing to do would be to average them up, right?
很自然的想法是对收益率求平均值
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Yale now has over twenty-two billion dollars in its endowment.
他缔造了年平均收益率16.1%辉煌绩效 耶鲁现在拥有超过220亿美元的基金
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It would not be possible to make excess returns in finance.
获取超过金融业平均水平的收益,同样是不可能的
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Let's take the average over all the different years."
那就把每年的收益率求一个平均数吧
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Firms that do that are, in practice, however, the minority and most mutual funds have some gimmick or some special-- they claim to be beating the market not forming the optimal portfolio.
然而实际上,这么做的公司很少,大部分共同基金都会耍些花招,或有一些特别的...,他们强调他们的收益率将强于市场平均水平,而非建立最佳投资组合
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So, we should use that, but people in finance resist using that because it's a lower number and when you're advertising your return you want to make it look as big as possible.
所以我们应该用这个指标,但金融界反感使用几何平均,因为它比其他平均数都来得小,他们为自己的收益率做广告时,当然希望数字越大越好
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My favorite way to measure the results is actually to compare what Yale achieved with what we would have had if we would have just experienced average returns over the past twenty years.
在衡量成绩时,我喜欢的做法是,将过去20年耶鲁模式下获得的资产,与市场平均收益率计算的资产,进行比较
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I computed the returns on the stocks, bonds, and oil for every year from 1983 and I computed the average returns, which I take as the expected returns, I took the standard deviations, and I took the covariance.
我计算了从1983年以来每年的股票,债券和石油的收益，从而得出平均收益率，这些平均收益率作为预期收益率，然后算得标准差及协方差。
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In the case of Burt Malkiel's data, more than 11% per year and in the case of Roger Ibbotson's data between 7% and 8% per year of those returns can be explained either by backfill bias or survivorship bias.
在伯特·麦基尔的数据中,超过11%的年平均收益,在罗杰·伊博森的数据中,7%到8%的年平均收益,可以用生存偏差或回填偏差来解释
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As reported contemporaneously in 2000,the number was -3.1% but if you look at the number reported for 2005, because bad records had disappeared and good records had been added, all of a sudden the average experience for that year went up to +1.2%.
000年期的公告中这个数字为负3.1%,但是如果你去查2005年公告的数字,坏记录已经调整而消失,有利的投资记录被加入,转瞬之间,年平均收益升至1.2%
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